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DRPS : Course Catalogue : School of Mathematics : Mathematics

Postgraduate Course: Special Topics 2 (MATH11059)

Course Outline
SchoolSchool of Mathematics CollegeCollege of Science and Engineering
Credit level (Normal year taken)SCQF Level 11 (Postgraduate) AvailabilityNot available to visiting students
SCQF Credits7.5 ECTS Credits3.75
SummaryThe aim of the special topics course is to give students the opportunity to learn more about recent developments in financial mathematics. The course also aims to help students choose an appropriate summer project.

This course is only available to students on the MSc Financial Mathematics programme.
Course description Not entered
Entry Requirements (not applicable to Visiting Students)
Pre-requisites Co-requisites
Prohibited Combinations Other requirements MSc Financial Mathematics students only.
Course Delivery Information
Academic year 2014/15, Not available to visiting students (SS1) Quota:  None
Course Start Semester 2
Timetable Timetable
Learning and Teaching activities (Further Info) Total Hours: 75 ( Lecture Hours 14, Summative Assessment Hours 0.5, Programme Level Learning and Teaching Hours 2, Directed Learning and Independent Learning Hours 58 )
Assessment (Further Info) Written Exam 0 %, Coursework 100 %, Practical Exam 0 %
Additional Information (Assessment) See 'Breakdown of Assessment Methods' and 'Additional Notes' above.
Feedback Not entered
No Exam Information
Learning Outcomes
On completion of this course the student should:

- be able to read and understand one or more research papers for each Special Topics project
- have improved their skills in reading research papers in financial mathematics
- have a detailed and critical understanding of selected recent developments in financial mathematics
- demonstrate expertise in applying a variety of financial mathematics techniques in the context of the problem
- be able to write a coherent essay on each of two topics in a way which demonstrates that they have understood the material
- demonstrate the ability to learn independently
- manage their time, work to deadlines and prioritise workloads
- perform numerical calculations using a suitable computer language or package as required for individual topics
- present effectively their results for one option in a way which demonstrates that they have understood the relevant research papers and that they have accurately performed any numerical calculations
- assess issues with working as part of a team.
Reading List
None
Additional Information
Graduate Attributes and Skills Not entered
KeywordsST2
Contacts
Course organiserDr Lukasz Szpruch
Tel: (0131 6)50 5742
Email: L.Szpruch@ed.ac.uk
Course secretaryMrs Kathryn Mcphail
Tel: (0131 6)50 4885
Email: k.mcphail@ed.ac.uk
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